Although there is much interest in the future retail price of gasoline among consumers, industry analysts, and … policymakers, it is widely believed that changes in the price of gasoline are essentially unforecastable given publicly available … information. We explore several new forecasting approaches for the U.S. retail price of gasoline and compare their accuracy with …

Although there is much interest in the future retail price of gasoline among consumers, industry analysts, and … policymakers, it is widely believed that changes in the price of gasoline are essentially unforecastable given publicly available … information. We explore a range of new forecasting approaches for the retail price of gasoline and compare their accuracy with the …

The substantial variation in the real price of oil since 2003 has renewed interest in the question of how to forecast …, including the question of whether financial market information helps forecast the real price of oil in physical markets. An … lost by ignoring high-frequency financial data in forecasting the monthly real price of oil. …